+74.3%
FCX vs RY
+155.6%
-81.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +4.0% |
| 7D | -4.9% | -0.9% | -4.0% | -3.9% |
| 30D | -17.1% | +5.9% | -23.0% | -21.8% |
| 3M | -12.7% | -4.3% | -8.4% | -8.9% |
| 6M | -2.0% | +12.1% | -14.1% | -14.5% |
| YTD | +18.1% | +20.3% | -2.2% | -4.6% |
| 1Y | +55.2% | +41.0% | +14.2% | +6.5% |
| 3Y | +74.3% | +157.5% | -83.2% | -36.7% |
| All | +74.3% | +155.6% | -81.3% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling